S Options History — May 2023 In May 2023, S traded between $15.50 and $21.27. ATM implied volatility averaged 69.4%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 16.7% (HV 20d: 52.7%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.21.
Notable Days 2023-05-15 : Highest Volume — 34,637 contracts2023-05-10 : Largest IV spike — 13.1% change2023-05-31 : Highest IV Rank — 27.8%2023-05-31 : Largest Expected Move — 24.3%Monthly Statistics Metric Avg Min Max Open Close Price $18.33 $15.50 $21.27 $16.41 $21.27 Max Pain $15.95 $15.00 $17.00 $17.00 $16.00 ATM IV 69.4% 60.9% 84.7% 62.3% 84.7% Expected Move 20.3% 17.9% 24.3% 17.9% 24.3% HV 20d 52.7% 38.4% 58.6% 49.4% 38.4% HV 60d 54.3% 52.3% 56.4% 56.4% 52.3% IV Rank 13.2% 5.2% 27.8% 6.5% 27.8% IV Percentile 23.2% 6.3% 73.0% 9.5% 73.0% Term Structure -5.9% -18.5% 8.1% 8.1% -18.5% VWIV 71.7% 64.6% 85.9% 64.6% 85.9% Skew 25d 4.1% -1.0% 7.2% 5.0% 3.5% Skew 10d 9.9% -2.3% 16.0% 9.3% 7.2% Call IV 25d 70.5% 61.4% 86.2% 61.4% 86.1% Put IV 25d 74.6% 66.4% 89.6% 66.4% 89.6% Bid-Ask Spread % 35.54 10.77 64.84 24.63 48.04 Gamma HHI 0.25 0.13 0.45 0.26 0.13 Net GEX 2.3M 1.1M 4.7M 1.3M 2.2M Net DEX -69.0M -117.9M -25.5M -35.6M -117.9M Net VEX -352.4K -427.6K -280.0K -291.4K -427.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.01 1.34 0.10 0.13 Total Volume 7,449.455 1,067 34,637 8,834 3,327 Total OI 148,270.727 125,143 164,405 133,469 146,347
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-05-01 $16.41 $17.00 62.3% 17.9% 49.4% 6.5% 64.6% 5.0% 8.1% 1.3M -35.6M -291.4K 0.10 24.63 N/A N/A 8,000 834 102,825 30,644 2023-05-02 $15.73 $17.00 63.7% 18.3% 51.5% 7.8% 68.9% 2.8% 8.1% 1.1M -26.2M -282.6K 0.27 30.64 N/A N/A 8,591 2,331 107,865 31,176 2023-05-03 $15.50 $17.00 66.5% 19.0% 50.9% 10.4% 73.4% 2.1% 6.1% 1.1M -25.5M -280.0K 0.27 21.51 N/A N/A 4,562 1,226 114,428 30,480 2023-05-04 $15.79 $15.00 67.9% 21.8% 49.9% 11.8% 75.4% 5.9% -5.4% 1.3M -31.1M -296.2K 0.08 15.93 N/A N/A 10,415 800 118,092 31,275 2023-05-05 $16.95 $15.00 61.3% 20.5% 55.5% 5.5% 70.9% 6.7% -4.6% 1.8M -46.6M -323.2K 0.09 61.40 N/A N/A 3,469 304 116,673 31,920 2023-05-08 $17.49 $15.00 64.0% 20.2% 56.2% 8.1% 72.2% 6.2% -4.3% 2.2M -57.3M -329.8K 0.11 54.45 N/A N/A 6,070 648 118,013 32,099 2023-05-09 $17.26 $15.00 60.9% 19.6% 56.5% 5.2% 68.4% 3.5% -2.7% 2.3M -53.3M -315.7K 1.34 61.40 N/A N/A 3,410 4,584 121,412 32,065 2023-05-10 $17.96 $16.00 68.9% 19.8% 57.3% 12.7% 68.0% 4.5% -4.9% 2.9M -67.6M -347.0K 0.18 64.84 N/A N/A 3,389 614 123,827 35,641 2023-05-11 $18.14 $16.00 67.7% 19.4% 56.1% 11.6% 66.4% 3.8% -4.0% 3.2M -72.3M -351.3K 0.45 17.88 N/A N/A 1,836 822 125,243 35,722 2023-05-12 $17.59 $16.00 66.9% 19.2% 56.7% 10.8% 66.9% 4.5% -4.9% 2.8M -58.6M -331.3K 0.30 17.50 N/A N/A 1,774 540 126,648 36,316 2023-05-15 $18.23 $16.00 69.5% 19.9% 57.7% 13.4% 68.7% 5.6% -6.9% 3.5M -71.8M -339.2K 0.01 15.83 N/A N/A 34,163 474 127,448 36,749 2023-05-16 $18.20 $16.00 70.2% 20.1% 57.6% 14.0% 69.5% 5.9% -7.5% 3.0M -65.6M -350.3K 0.30 18.48 N/A N/A 925 276 121,356 36,809 2023-05-17 $18.41 $16.00 66.0% 18.9% 57.5% 10.0% 66.2% 7.2% -4.4% 3.2M -67.8M -345.4K 0.03 10.77 N/A N/A 13,158 331 121,299 36,824 2023-05-18 $19.13 $16.00 70.5% 20.2% 58.6% 14.2% 71.3% 5.6% -5.8% 4.7M -86.5M -349.6K 0.02 25.91 N/A N/A 21,231 429 116,890 36,842 2023-05-19 $18.81 $16.00 68.3% 19.6% 58.1% 12.1% 68.7% 4.0% -7.1% 3.3M -81.2M -364.2K 0.11 56.50 N/A N/A 3,999 449 127,413 36,992 2023-05-22 $19.19 $16.00 70.1% 20.1% 54.3% 13.8% 70.2% 2.5% -9.2% 1.5M -72.1M -369.2K 0.05 55.83 N/A N/A 7,041 331 93,091 32,052 2023-05-23 $19.19 $16.00 72.9% 20.9% 49.5% 16.5% 72.6% 2.5% -12.6% 1.7M -76.2M -391.4K 0.19 42.09 N/A N/A 1,363 253 102,630 32,317 2023-05-24 $19.84 $16.00 73.3% 21.0% 50.4% 17.0% 74.2% 3.9% -9.3% 1.8M -88.6M -406.5K 0.22 21.21 N/A N/A 873 194 103,561 32,786 2023-05-25 $20.26 $16.00 72.6% 20.8% 50.5% 16.3% 73.4% 4.5% -9.8% 1.9M -95.9M -414.2K 0.12 59.68 N/A N/A 1,422 168 104,127 33,292 2023-05-26 $20.73 $16.00 75.7% 21.7% 43.2% 19.2% 76.0% 1.7% -13.8% 1.9M -104.8M -423.1K 0.18 14.49 N/A N/A 2,834 505 105,321 33,643 2023-05-30 $21.26 $16.00 83.6% 24.0% 43.2% 26.7% 85.7% -1.0% -17.2% 2.0M -116.0M -422.3K 0.09 42.77 N/A N/A 5,432 491 107,894 33,909 2023-05-31 $21.27 $16.00 84.7% 24.3% 38.4% 27.8% 85.9% 3.5% -18.5% 2.2M -117.9M -427.6K 0.13 48.04 N/A N/A 2,952 375 112,365 33,982
« Apr 2023 | All History | Jun 2023 » Home S History May 2023